admm.py 文件源码

def rsdl_s(self, Yprev, Y):
        """Compute dual residual vector."""

        # Since s = rho A^T B (y^(k+1) - y^(k)) and B = -(I I I ...)^T,
        # the correct calculation here would involve replicating (Yprev - Y)
        # on the axis on which the blocks of X are stacked. Since this would
        # require allocating additional memory, and since it is only the norm
        # of s that is required, instead of replicating the vector it is
        # scaled to have the same l2 norm as the replicated vector
        return np.sqrt(self.Nb)*self.rho*(Yprev - Y)